Search results

  1. Volker Knapp

    Monthly rates IB vs. Tradestation vs. others

    Try www.wealth-lab.com.
  2. Volker Knapp

    Home made indicators anyone?

    So here is the result for a system purely based on an indicator (RSI 20). Here are the rules in simple words taken form the description that came with the system: This script scales into a stock's decline, using the Relative Strength (RSI) indicator. It opens a new position whenever RSI...
  3. Volker Knapp

    Home made indicators anyone?

    I can not remember you have said nasty things about me? But if you ever did I surely did not take it personal and I surely know that you believed at that time that you had a good reason to do so. I always believe respecting each others opinion. But hey, I wanted to post a successful system...
  4. Volker Knapp

    Monthly rates IB vs. Tradestation vs. others

    Do you get a 100 dollar discount if you open a brokerage account? On the web site it says 199.5 per month. Are they adding exchange fees then?
  5. Volker Knapp

    Ensign for IB-datafeed

    About the tick update from IB I remember that they used to update there data every 0.7 seconds. They were speeding things up and said that they will update there data now every 0.5 seconds. I am not sure if the data vendors like eSignal are faster. a good person to ask would be M. Brown. I...
  6. Volker Knapp

    Modeling Linearity

    You might take a look at the forum here: http://www.wealth-lab.com/cgi-bin/WealthLab.DLL/categories With all respect to the other forums and programms but I would say that you find some of the most inteligent people there and very good discussions regarding systems. Over 12.000 members and...
  7. Volker Knapp

    Home made indicators anyone?

    Sorry, correction of my earlier post: "Having my second cup of coffee for this morning, thank you... rest remains the same and I am waiting for a nice reply?
  8. Volker Knapp

    Home made indicators anyone?

    Having my second cup of copy for this morning, thank you. There is no need for you to be so aggressive. I know you are not Tomas, I was just kidding about this "Mr. ....", because you keep on mentioning that. Anyway, it would be nice if you could just change your system settings and publish the...
  9. Volker Knapp

    Home made indicators anyone?

    Sorry, Mr Amibroker, here is a miscommunication. I am not out here to show the ability of the commission settings of any software, that is too trivial. I wanted to safe some time and asked you to test the system again with the conditions that I thought are more realistic then the once you came...
  10. Volker Knapp

    Home made indicators anyone?

    Thanks for testing it, but who in his clear mind is paying 0.25% commission? I would be interested in the results again, but use 1 cent per share for each trade (IB Commission) and use 5% of the overall equity for each trade. Hey, who knows, maybe I developed a good system? Thanks for your help...
  11. Volker Knapp

    Best Portfolio Backtesting Software ???

    I guess you found out that all information is here: http://www.wealth-lab.de/cgi-bin/WealthLab.DLL/getpage?page=WLD3.htm also see what the EliteTrader users think here: http://www.elitetrader.com/vb/showthread.php?s=&threadid=10157
  12. Volker Knapp

    Modeling Linearity

    No point in optimzing an equity curve of a single system on a single market. Believe me I have done it 10 years ago.
  13. Volker Knapp

    Ensign for IB-datafeed

    What is the hype about that? WL has IB as data feed for over year. Should that be posted? Now WLD3 has build in automated trading execution with IB. Wow, thats good news. :)
  14. Volker Knapp

    Technical analysis scanners

    If you are looking for pre-programmed scanns you might want to use one of the 900 systems on the web site. To be more flexible you can create you own rules and scan 100 symbols at www.wealth-lab.com for free. The desktop version gives you unlimited power.
  15. Volker Knapp

    Home made indicators anyone?

    It will be difficult to just trade by an indicator. THe reason might be that there are many better ways to trade. Most people just create indicators to make a "name" in the industry. Some are promoting theirs here. It is not very difficult to create a new indicator and if you try long enough to...
  16. Volker Knapp

    software with advanced performance reports

    I added the MAE chart. I ran the whole dow 30 portfolio and this is the result.
  17. Volker Knapp

    software with advanced performance reports

    Wealth-Lab Developer has it, of course! You can look at it as Percentage, Dollar or Point value. You can look at each individual trade from each symbol, you can look at the average value of a whole portfolio, you can look at it on the trade by trade report, you can sort it (like anything else)...
  18. Volker Knapp

    Trading the open

    The system goes either short or long. Once a position is taken it does not take the opposite direction. May be you follow the link to the code, because then it is easier for yout to read the code and the description. http://www.wealth-lab.com/cgi-bin/WealthLab.DLL/editsystem?id=8553...
  19. Volker Knapp

    Trading the open

    Well. the goes long or short and exits on the opposite signal or at the end of the day. The system only takes one position per day. Another filter I was using is that it needs the close of the bar to be above the HH or LL but it could also be programmed that it takes the pure HH or LL for...
Back
Top